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How do climate risks impact the contagion in China's energy market?
16 references·0 citing·49 second hop
How do climate risks impact the contagion in China's energy market? (2024)How do climate risks impact the contagion…Dissecting climate risks: Are they reflected in stock prices? 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(2006)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)The Impact of Uncertainty Shocks (2009)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)Climate policy uncertainty and the price dynamics of green and brown energy stocks (2022)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 2016Measuring Economic Policy Uncertainty*12,809 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,704 cited
  • 2019The Importance of Climate Risks for Institutional Investors3,191 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions1,690 cited
  • 1990Transmission of Volatility between Stock Markets1,588 cited
  • 2021Measuring Climate Policy Uncertainty834 cited
  • 2019Measuring economic policy uncertainty in China717 cited
  • 2014A new index of financial conditions714 cited
  • 2022Climate policy uncertainty and firm-level total factor productivity: Evidence from China584 cited
  • 2013Large time-varying parameter VARs506 cited
  • 2023Dissecting climate risks: Are they reflected in stock prices?452 cited
  • 2019Regional development and carbon emissions in China

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444 cited
  • 2022Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests443 cited
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